The Bank of Canada holds the overnight target interest rate steady which resulted in a very mild decrease in the Canadian dollar as traders positioned themselves when reading the language in the statement.
Specifically:
Underlying pressures affecting prices remain subdued, reflecting the considerable slack in the Canadian economy. Core inflation is projected to edge gradually up to 2 per cent by the end of 2012, as excess supply in the economy is slowly absorbed. Inflation expectations remain well-anchored. Total CPI inflation is being boosted temporarily by the effects of provincial indirect taxes, but is expected to converge to the 2 per cent target by the end of 2012.
This is “fed speak” that is likely “We’re not going to do anything on our next meeting as we see how things unfold.”
BAX Futures have nudged slightly up in reaction to the statement:
Month / Strike | Bid Price | Ask Price | Settl. Price | Net Change | Vol. |
+ 11 FE | 0.000 | 0.000 | 98.590 | 0.000 | 0 |
+ 11 MR | 98.620 | 98.625 | 98.575 | 0.050 | 23240 |
+ 11 AL | 0.000 | 0.000 | 98.520 | 0.000 | 0 |
+ 11 JN | 98.380 | 98.390 | 98.350 | 0.040 | 29808 |
+ 11 SE | 98.150 | 98.160 | 98.140 | 0.020 | 14591 |
+ 11 DE | 97.940 | 97.950 | 97.940 | 0.000 | 13813 |
+ 12 MR | 97.770 | 97.780 | 97.780 | -0.010 | 6012 |
+ 12 JN | 97.630 | 97.640 | 97.640 | -0.010 | 1493 |
+ 12 SE | 97.250 | 97.580 | 97.520 | -0.010 | 814 |
+ 12 DE | 97.350 | 97.410 | 97.370 | -0.010 | 36 |
I still maintain that long-term rates maintain much more relevancy – 10 year benchmark bond rates are at 3.25%, and it is likely that in order for the Bank of Canada to raise short term rates that the long-bond will need to go higher. It is my guess that the BOC has a silent objective to keep a 2-2.5% yield spread between short term and 10-year rates.